Simple construction of least favourable pairs of distributions and of robust tests for prokhorov-neighbourhoods
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Publication:4746648
DOI10.1080/02331888208801626zbMath0508.62022OpenAlexW2067817263MaRDI QIDQ4746648
Publication date: 1982
Published in: Series Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888208801626
Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)
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Construction of minimax tests for bounded families of probability densities ⋮ Sensitivity of the test error probabilities with respect to the level of contamination in general model of contaminacy ⋮ Neyman-Pearson testing under interval probability by globally least favorable pairs: Reviewing Huber-Strassen theory and extending it to general interval probability
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